+253.6%
XME vs UEC
+616.1%
-362.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.1% |
| 7D | +0.3% | -3.8% | +4.1% | +1.2% |
| 30D | -6.1% | -13.5% | +7.4% | -2.9% |
| 3M | -18.6% | -40.5% | +21.9% | -8.3% |
| 6M | -23.9% | -56.7% | +32.8% | -8.4% |
| YTD | -9.3% | -43.0% | +33.6% | +1.2% |
| 1Y | +1.8% | -42.5% | +44.3% | +12.9% |
| 3Y | +93.0% | +11.6% | +81.4% | +70.9% |
| 5Y | +107.0% | +21.8% | +85.2% | +63.7% |
| All | +253.6% | +616.1% | -362.5% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling